Results 71 to 80 of about 62,966 (184)

Maximum likelihood estimation for hidden semi-Markov models

open access: yesComptes Rendus. Mathématique, 2006
In this Note we consider a discrete-time hidden semi-Markov model and we prove that the nonparametric maximum likelihood estimators for the characteristics of such a model have nice asymptotic properties, namely consistency and asymptotic normality.
Barbu, Vlad, Limnios, Nikolaos
openaire   +2 more sources

Finite-Time Asynchronous H Control for Non-Homogeneous Hidden Semi-Markov Jump Systems

open access: yesMathematics
This article explores the finite-time control problem associated with a specific category of non-homogeneous hidden semi-Markov jump systems. Firstly, a hidden semi-Markov model is designed to characterize the asynchronous interactions that occur between
Qian Wang   +3 more
doaj   +1 more source

Animal behaviour on the move: the use of auxiliary information and semi-supervision to improve behavioural inferences from Hidden Markov Models applied to GPS tracking datasets

open access: yesMovement Ecology, 2023
Background State-space models, such as Hidden Markov Models (HMMs), are increasingly used to classify animal tracks into behavioural states. Typically, step length and turning angles of successive locations are used to infer where and when an animal is ...
Sarah Saldanha   +3 more
doaj   +1 more source

Semi-Supervised Learning of Hidden Markov Models via a Homotopy Method [PDF]

open access: yes, 2006
Hidden Markov model (HMM) classifier design is considered for analysis of sequential data, incorporating both labeled and unlabeled data for training; the balance between labeled and unlabeled data is controlled by an allocation parameter lambda in [0, 1)
Carin, Lawrence   +2 more
core  

Bootstrapping Information Extraction from Field Books [PDF]

open access: yes, 2008
We present two machine learning approaches to information extraction from semi-structured documents that can be used if no annotated training data are available, but there does exist a database filled with information derived from the type of documents ...
Caroline Sporleder, Er Canisius
core   +1 more source

A Logical Hierarchical Hidden Semi-Markov Model for Team Intention Recognition

open access: yesDiscrete Dynamics in Nature and Society, 2015
Intention recognition is significant in many applications. In this paper, we focus on team intention recognition, which identifies the intention of each team member and the team working mode.
Shi-guang Yue   +3 more
doaj   +1 more source

hmmTMB: Hidden Markov Models with Flexible Covariate Effects in R

open access: yesJournal of Statistical Software
Hidden Markov models (HMMs) are widely applied in studies where a discrete-valued process of interest is observed indirectly. They have for example been used to model behavior from human and animal tracking data, disease status from medical data, and ...
Théo Michelot
doaj   +1 more source

Statistical identification with hidden Markov models of large order splitting strategies in an equity market

open access: yes, 2010
Large trades in a financial market are usually split into smaller parts and traded incrementally over extended periods of time. We address these large trades as hidden orders.
Lillo, Fabrizio   +2 more
core   +1 more source

Dirichlet Posterior Sampling with Truncated Multinomial Likelihoods [PDF]

open access: yes, 2012
We consider the problem of drawing samples from posterior distributions formed under a Dirichlet prior and a truncated multinomial likelihood, by which we mean a Multinomial likelihood function where we condition on one or more counts being zero a priori.
Johnson, Matthew James, Willsky, Alan S.
core  

A decision-theoretic approach for segmental classification

open access: yes, 2013
This paper is concerned with statistical methods for the segmental classification of linear sequence data where the task is to segment and classify the data according to an underlying hidden discrete state sequence.
Holmes, Christopher C., Yau, Christopher
core   +1 more source

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